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Recurrent formulae and the Bellman principle in the Monte Carlo method - MaRDI portal

Recurrent formulae and the Bellman principle in the Monte Carlo method (Q4697720)

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scientific article; zbMATH DE number 749436
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Recurrent formulae and the Bellman principle in the Monte Carlo method
scientific article; zbMATH DE number 749436

    Statements

    Recurrent formulae and the Bellman principle in the Monte Carlo method (English)
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    8 May 1995
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    collision estimate
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    Monte Carlo method
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    nonlinear integral equations
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    Bellman principle
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    global estimation
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    embedding theorems
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    Identifiers